Software

This class will involve a number of computational homework assignments. These can be completed in a variety of different programming languages. I recommend that you use python or Julia to complete the assignments, but it is also possible to use R.

Guide to Base Languages:

  1. Python

scipy.linalg is a useful package for linear algebra in python

CVXPY is the implementation of the CVX package in python

pytorch is a package for neural networks in python

  1. Julia

CONVEX.jl is the implementation of the CVX package in Julia

torch.jl provides torch functionality for deep learning in julia.

flux.jl is another good option for deep learning.

  1. R

CVXR is the implementation of the CVX package in R.

torch for R Can be used to implement neural networks in R